Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Year of publication: |
2022
|
---|---|
Authors: | Janda, Karel ; Krištoufek, Ladislav ; Zhang, Binyi |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 108.2022, p. 1-12
|
Subject: | Clean energy | Hedge effectiveness | Rolling window analysis | USA | United States | Volatilität | Volatility | China | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Hedging | Aktienmarkt | Stock market | Börsenkurs | Share price |
-
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel, (2022)
-
Return and volatility spillover across stock markets of the US and its major trading partners
Hwang, Jae-Kwang, (2023)
-
Janda, Karel, (2022)
- More ...
-
Janda, Karel, (2022)
-
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel, (2022)
-
Green bond premiums in the chinese secondary market
Janda, Karel, (2022)
- More ...